Gordon Pye
Biographic Data
| ID | 5851114 |
|---|---|
| NAME | Gordon Pye |
| GIVEN NAMES | Gordon |
| FAMILY NAME | Pye |
| SIGNATURE | PYE G |
| AFFILIATIONS | University of California, Berkeley |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1966 |
| LATEST PUBLICATION YEAR | 1967 |
| H-INDEX | 0 |
Portfolio Selection and Security Prices
Following the lead of Markowitz,' the portfolio selection problem has usually taken the following form. An investor's utility for his portfolio is assumed to depend only on the mean and variance of its return over the following period. The investor has in mind means and variances for the returns on all the available securities. The problem is to determine the optimal proportions of these securities in his portfolio. Markowitz, himself, was largel…
The Value of the Call Option on a Bond
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The Value of the Call Option on a Bond
Portfolio Selection and Security Prices
Following the lead of Markowitz,' the portfolio selection problem has usually taken the following form. An investor's utility for his portfolio is assumed to depend only on the mean and variance of its return over the following period. The investor has in mind means and variances for the returns on all the available securities. The problem is to determine the optimal proportions of these securities in his portfolio. Markowitz, himself, was largel…
Economics (2 works) · Financial Markets and Investment Strategies (2 works) · Artificial Intelligence (1 work) · Artificial Intelligence (1 work) · Banking stability, regulation, efficiency (1 work) · Bond (1 work) · Callable bond (1 work) · Computer Science (1 work) · Convertible (1 work) · Econometrics (1 work)